full-time
Quantitative Developer (79112A0)
Referment
- Employer
- Referment
- Location
- London
- Working pattern
- on-site
About the role
Design, develop, test, and document real-time pricing and market-risk models across asset classes and derivatives, including the construction and validation of model inputs such as curves, volatility surfaces, and correlation matrices. Build high-performance C++ components for distributed grid systems and use Python, SQL, and Snowflake to analyze and validate quantitative data. Candidates should have 3–5 years of large-scale C++ development experience, strong numerical foundations, and a solid understanding of financial derivatives and market conventions. Experience with financial data structures such as yield and inflation curves, volatility surfaces, and interest-rate volatility cubes is sought; risk-management tools and an advanced degree are desirable.